Soc. Generale Call 36 EVT 13.12.2.../  DE000SR4R5E8  /

EUWAX
1/22/2021  6:13:52 PM Chg.- Bid10:28:32 AM Ask- Underlying Strike price Expiration date Option type
4.48EUR - 4.41
Bid Size: 5,300
-
Ask Size: -
EVOTEC SE INH O.N. 36.00 EUR 12/13/2023 Call

Master data

WKN: SR4R5E
Issuer: Société Générale
Currency: EUR
Underlying: EVOTEC SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 36.00 EUR
Maturity: 12/13/2023
Issue date: 9/23/2019
Last trading day: 12/11/2023
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.74
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.85
Historic volatility: 0.37
Parity: -6.46
Time value: 4.38
Break-even: 40.38
Moneyness: 0.82
Premium: 0.37
Premium p.a.: 0.11
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.30
Theta: 0.00
Omega: 1.99
Rho: 0.13
 

Quote data

Open: 4.28
High: 4.50
Low: 4.28
Previous Close: 4.39
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.40%
1 Month
  -4.48%
3 Months  
+47.37%
YTD
  -9.86%
1 Year
  -12.67%
3 Years     -
5 Years     -
1W High / 1W Low: 4.59 4.14
1M High / 1M Low: 5.04 4.14
6M High / 6M Low: 5.04 2.61
High (YTD): 1/5/2021 4.99
Low (YTD): 1/19/2021 4.14
52W High: 3/24/2020 6.48
52W Low: 10/7/2020 2.61
Avg. price 1W:   4.37
Avg. volume 1W:   0.00
Avg. price 1M:   4.56
Avg. volume 1M:   0.00
Avg. price 6M:   3.50
Avg. volume 6M:   0.00
Avg. price 1Y:   3.98
Avg. volume 1Y:   0.00
Volatility 1M:   65.49%
Volatility 6M:   93.16%
Volatility 1Y:   121.45%
Volatility 3Y:   -